@quantform/core 0.5.15 → 0.5.23

package/dist/shared/decimals.spec.js

@@ -3,32 +3,27 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const decimals_1 = require("./decimals");
 describe('decimals', () => {
     test('get precision tests', () => {
-        expect((0, decimals_1.precision)(0.01)).toEqual(2);
-        expect((0, decimals_1.precision)(0.0054)).toEqual(4);
-        expect((0, decimals_1.precision)(0.9)).toEqual(1);
-        expect((0, decimals_1.precision)(0.0)).toEqual(0);
-        expect((0, decimals_1.precision)(2)).toEqual(0);
-    });
-    test('fixed tests', () => {
-        expect((0, decimals_1.fixed)(0.01, 2)).toEqual(0.01);
-        expect((0, decimals_1.fixed)(0.011, 2)).toEqual(0.01);
-        expect((0, decimals_1.fixed)(0.019, 2)).toEqual(0.01);
-        expect((0, decimals_1.fixed)(0.019, 0)).toEqual(0);
-        expect((0, decimals_1.fixed)(0.00000058, 8)).toEqual(0.00000058);
+        expect((0, decimals_1.d)(0.01).decimalPlaces()).toEqual(2);
+        expect((0, decimals_1.d)(0.0054).decimalPlaces()).toEqual(4);
+        expect((0, decimals_1.d)(0.9).decimalPlaces()).toEqual(1);
+        expect((0, decimals_1.d)(0.0).decimalPlaces()).toEqual(0);
+        expect((0, decimals_1.d)(2).decimalPlaces()).toEqual(0);
     });
     test('floor tests', () => {
-        expect((0, decimals_1.floor)(0.01, 2)).toEqual(0.01);
-        expect((0, decimals_1.floor)(0.000000019, 8)).toEqual(0.00000001);
-        expect((0, decimals_1.floor)(0.011, 2)).toEqual(0.01);
-        expect((0, decimals_1.floor)(0.019, 2)).toEqual(0.01);
-        expect((0, decimals_1.floor)(0.019, 0)).toEqual(0);
+        expect((0, decimals_1.d)(0.01).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
+        expect((0, decimals_1.d)(0.000000019).toFloor(8)).toEqual((0, decimals_1.d)(0.00000001));
+        expect((0, decimals_1.d)(0.011).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
+        expect((0, decimals_1.d)(0.019).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
+        expect((0, decimals_1.d)(0.019).toFloor(0)).toEqual(decimals_1.d.Zero);
+        expect((0, decimals_1.d)(0.01).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
+        expect((0, decimals_1.d)(0.00000058).toFloor(8)).toEqual((0, decimals_1.d)(0.00000058));
     });
     test('ceil tests', () => {
-        expect((0, decimals_1.ceil)(0.01, 2)).toEqual(0.01);
-        expect((0, decimals_1.ceil)(0.000000019, 8)).toEqual(0.00000002);
-        expect((0, decimals_1.ceil)(0.011, 2)).toEqual(0.02);
-        expect((0, decimals_1.ceil)(0.019, 2)).toEqual(0.02);
-        expect((0, decimals_1.ceil)(0.019, 0)).toEqual(1);
+        expect((0, decimals_1.d)(0.01).toCeil(2)).toEqual((0, decimals_1.d)(0.01));
+        expect((0, decimals_1.d)(0.000000019).toCeil(8)).toEqual((0, decimals_1.d)(0.00000002));
+        expect((0, decimals_1.d)(0.011).toCeil(2)).toEqual((0, decimals_1.d)(0.02));
+        expect((0, decimals_1.d)(0.019).toCeil(2)).toEqual((0, decimals_1.d)(0.02));
+        expect((0, decimals_1.d)(0.019).toCeil(0)).toEqual((0, decimals_1.d)(1));
     });
 });
 //# sourceMappingURL=decimals.spec.js.map

package/dist/shared/decimals.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA2D;AAE3D,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,oBAAS,EAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,oBAAS,EAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,IAAA,oBAAS,EAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,IAAA,gBAAK,EAAC,UAAU,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;IACnD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,gBAAK,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,gBAAK,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QAClD,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACtC,MAAM,CAAC,IAAA,gBAAK,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,YAAY,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,IAAA,eAAI,EAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,IAAA,eAAI,EAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;QACjD,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,CAAC,IAAA,eAAI,EAAC,KAAK,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA+B;AAE/B,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3C,MAAM,CAAC,IAAA,YAAC,EAAC,MAAM,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7C,MAAM,CAAC,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,IAAA,YAAC,EAAC,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,WAAW,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,UAAU,CAAC,CAAC,CAAC;QACz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tB,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC3C,MAAM,CAAC,IAAA,YAAC,EAAC,WAAW,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,UAAU,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,CAAC,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/shared/index.d.ts

@@ -4,3 +4,4 @@ export * from './io';
 export * from './logger';
 export * from './policy';
 export * from './collections';
+export * from './pipe';

package/dist/shared/index.js

@@ -20,4 +20,5 @@ __exportStar(require("./io"), exports);
 __exportStar(require("./logger"), exports);
 __exportStar(require("./policy"), exports);
 __exportStar(require("./collections"), exports);
+__exportStar(require("./pipe"), exports);
 //# sourceMappingURL=index.js.map

package/dist/shared/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,6CAA2B;AAC3B,6CAA2B;AAC3B,uCAAqB;AACrB,2CAAyB;AACzB,2CAAyB;AACzB,gDAA8B"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,6CAA2B;AAC3B,6CAA2B;AAC3B,uCAAqB;AACrB,2CAAyB;AACzB,2CAAyB;AACzB,gDAA8B;AAC9B,yCAAuB"}

package/dist/shared/pipe.d.ts

@@ -0,0 +1,4 @@
+import { Observable } from 'rxjs';
+declare type Constructor<T> = new (...args: any[]) => T;
+export declare function ofType<T extends K, K>(type: Constructor<T>): (input: Observable<K>) => Observable<T>;
+export {};

package/dist/shared/pipe.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ofType = void 0;
+const rxjs_1 = require("rxjs");
+function ofType(type) {
+    return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
+}
+exports.ofType = ofType;
+//# sourceMappingURL=pipe.js.map

package/dist/shared/pipe.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"pipe.js","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":";;;AAAA,+BAA+C;AAK/C,SAAgB,MAAM,CAAiB,IAAoB;IACzD,OAAO,CAAC,KAAoB,EAAE,EAAE,CAC9B,KAAK,CAAC,IAAI,CACR,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,IAAI,CAAC,EAChC,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAO,CAAC,CACnB,CAAC;AACN,CAAC;AAND,wBAMC"}

package/dist/storage/feed.d.ts

@@ -1,9 +1,13 @@
-import { Candle, InstrumentSelector } from '../domain';
-import { Storage, StorageQueryOptions } from './storage';
+import { InstrumentSelector } from '../domain';
+import { OrderbookPatchEvent, TradePatchEvent } from '../store';
+import { Storage, StorageDocument, StorageQueryOptions } from './storage';
+export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
 export declare class Feed {
     private readonly storage;
     constructor(storage: Storage);
     index(): Promise<Array<string>>;
-    save(instrument: InstrumentSelector, candles: Candle[]): Promise<void>;
-    query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<Candle[]>;
+    save(events: StorageEvent[]): Promise<void>;
+    query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
+    protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
+    protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
 }

package/dist/storage/feed.js

@@ -1,7 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Feed = void 0;
-const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("../store");
 class Feed {
     constructor(storage) {
         this.storage = storage;
@@ -9,25 +10,61 @@ class Feed {
     index() {
         return this.storage.index();
     }
-    save(instrument, candles) {
-        return this.storage.save(instrument.toString(), candles.map(it => ({
-            timestamp: it.timestamp,
-            kind: 'candle',
-            json: JSON.stringify({
-                o: it.open,
-                h: it.high,
-                l: it.low,
-                c: it.close,
-                v: it.volume
-            })
-        })));
+    async save(events) {
+        const grouped = events.reduce((aggregate, it) => {
+            const document = this.serializeEvent(it);
+            if (!document) {
+                return aggregate;
+            }
+            if (aggregate[it.instrument.id]) {
+                aggregate[it.instrument.id].push(document);
+            }
+            else {
+                aggregate[it.instrument.id] = [document];
+            }
+            return aggregate;
+        }, {});
+        for (const instrument in grouped) {
+            await this.storage.save(instrument, grouped[instrument]);
+        }
     }
     async query(instrument, options) {
-        const rows = await this.storage.query(instrument.id, options);
-        return rows.map(it => {
-            const payload = JSON.parse(it.json);
-            return new domain_1.Candle(it.timestamp, payload.o, payload.h, payload.l, payload.c, payload.v);
-        });
+        const documents = await this.storage.query(instrument.id, options);
+        return documents.map(it => this.deserializeEvent(it, instrument));
+    }
+    serializeEvent(event) {
+        if (event instanceof store_1.OrderbookPatchEvent) {
+            return {
+                timestamp: event.timestamp,
+                kind: 'orderbook',
+                json: JSON.stringify({
+                    ar: event.ask.rate.toString(),
+                    ab: event.ask.quantity.toString(),
+                    br: event.bid.rate.toString(),
+                    bb: event.bid.quantity.toString()
+                })
+            };
+        }
+        if (event instanceof store_1.TradePatchEvent) {
+            return {
+                timestamp: event.timestamp,
+                kind: 'trade',
+                json: JSON.stringify({
+                    r: event.rate.toString(),
+                    q: event.quantity.toString()
+                })
+            };
+        }
+        return undefined;
+    }
+    deserializeEvent(document, instrument) {
+        const payload = JSON.parse(document.json);
+        if (document.kind === 'trade') {
+            return new store_1.TradePatchEvent(instrument, (0, shared_1.d)(payload.r), (0, shared_1.d)(payload.q), document.timestamp);
+        }
+        if (document.kind === 'orderbook') {
+            return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
+        }
     }
 }
 exports.Feed = Feed;

package/dist/storage/feed.js.map

@@ -1 +1 @@
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+{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AACA,sCAA8B;AAC9B,oCAAgE;AAShE,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,MAAsB;QAC/B,MAAM,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YAC9C,MAAM,QAAQ,GAAG,IAAI,CAAC,cAAc,CAAC,EAAE,CAAC,CAAC;YAEzC,IAAI,CAAC,QAAQ,EAAE;gBACb,OAAO,SAAS,CAAC;aAClB;YAED,IAAI,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;gBAC/B,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;aAC5C;iBAAM;gBACL,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;aAC1C;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAuC,CAAC,CAAC;QAE5C,KAAK,MAAM,UAAU,IAAI,OAAO,EAAE;YAChC,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC;SAC1D;IACH,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,SAAS,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC;QAEnE,OAAO,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC,CAAC;IACpE,CAAC;IAKS,cAAc,CAAC,KAAmB;QAC1C,IAAI,KAAK,YAAY,2BAAmB,EAAE;YACxC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,WAAW;gBACjB,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;oBACjC,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAClC,CAAC;aACH,CAAC;SACH;QAED,IAAI,KAAK,YAAY,uBAAe,EAAE;YACpC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,OAAO;gBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,CAAC,EAAE,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE;oBACxB,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAC7B,CAAC;aACH,CAAC;SACH;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKS,gBAAgB,CACxB,QAAyB,EACzB,UAA8B;QAE9B,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QAE1C,IAAI,QAAQ,CAAC,IAAI,KAAK,OAAO,EAAE;YAC7B,OAAO,IAAI,uBAAe,CACxB,UAAU,EACV,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;QAED,IAAI,QAAQ,CAAC,IAAI,KAAK,WAAW,EAAE;YACjC,OAAO,IAAI,2BAAmB,CAC5B,UAAU,EACV,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;IACH,CAAC;CACF;AA9GD,oBA8GC"}

package/dist/store/store-balance.event.d.ts

@@ -1,20 +1,20 @@
 import { AssetSelector, InstrumentSelector } from '../domain';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { StoreEvent } from './store.event';
 import { State, StateChangeTracker } from './store-state';
 export declare class BalancePatchEvent implements StoreEvent {
     readonly asset: AssetSelector;
-    readonly free: number;
-    readonly freezed: number;
+    readonly free: decimal;
+    readonly freezed: decimal;
     readonly timestamp: timestamp;
-    constructor(asset: AssetSelector, free: number, freezed: number, timestamp: timestamp);
+    constructor(asset: AssetSelector, free: decimal, freezed: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
 export declare class BalanceTransactEvent implements StoreEvent {
     readonly asset: AssetSelector;
-    readonly amount: number;
+    readonly amount: decimal;
     readonly timestamp: timestamp;
-    constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
+    constructor(asset: AssetSelector, amount: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
 export declare class BalanceLockOrderEvent implements StoreEvent {

package/dist/store/store-balance.event.js

@@ -52,12 +52,12 @@ class BalanceLockOrderEvent {
         const quote = state.balance.get(order.instrument.quote.id);
         const balanceToLock = order.calculateBalanceToLock(base, quote);
         state.timestamp = this.timestamp;
-        if (balanceToLock.base > 0) {
+        if (balanceToLock.base.greaterThan(0)) {
             base.timestamp = this.timestamp;
             base.lock(this.orderId, balanceToLock.base);
             changes.commit(base);
         }
-        if (balanceToLock.quote > 0) {
+        if (balanceToLock.quote.greaterThan(0)) {
             quote.timestamp = this.timestamp;
             quote.lock(this.orderId, balanceToLock.quote);
             changes.commit(quote);

package/dist/store/store-balance.event.js.map

@@ -1 +1 @@
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+{"version":3,"file":"store-balance.event.js","sourceRoot":"","sources":["../../src/store/store-balance.event.ts"],"names":[],"mappings":";;;AAAA,sCAAuE;AAQvE,MAAa,iBAAiB;IAC5B,YACW,KAAoB,EACpB,IAAa,EACb,OAAgB,EAChB,SAAoB;QAHpB,UAAK,GAAL,KAAK,CAAe;QACpB,SAAI,GAAJ,IAAI,CAAS;QACb,YAAO,GAAP,OAAO,CAAS;QAChB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAE9C,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QACtD,IAAI,CAAC,KAAK,EAAE;YACV,OAAO;SACR;QAED,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,gBAAO,CAAC,KAAK,CAAC,CAAC,CAAC;QAEnF,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACnC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QAErC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IAC1B,CAAC;CACF;AAxBD,8CAwBC;AAID,MAAa,oBAAoB;IAC/B,YACW,KAAoB,EACpB,MAAe,EACf,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAS;QACf,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,GAAG,EAAE;YAC5D,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;YAEtD,OAAO,IAAI,gBAAO,CAAC,KAAK,CAAC,CAAC;QAC5B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACnC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAE7B,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IAC1B,CAAC;CACF;AArBD,oDAqBC;AAKD,MAAa,qBAAqB;IAChC,YACW,OAAe,EACf,UAA8B,EAC9B,SAAoB;QAFpB,YAAO,GAAP,OAAO,CAAQ;QACf,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACpE,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACzD,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE3D,MAAM,aAAa,GAAG,KAAK,CAAC,sBAAsB,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QAEhE,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,IAAI,aAAa,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;YACrC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAChC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,aAAa,CAAC,IAAI,CAAC,CAAC;YAE5C,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;SACtB;QAED,IAAI,aAAa,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;YACtC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YACjC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,aAAa,CAAC,KAAK,CAAC,CAAC;YAE9C,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SACvB;IACH,CAAC;CACF;AA9BD,sDA8BC;AAKD,MAAa,uBAAuB;IAClC,YACW,OAAe,EACf,UAA8B,EAC9B,SAAoB;QAFpB,YAAO,GAAP,OAAO,CAAQ;QACf,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACpE,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACzD,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE3D,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,IAAI,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YAChC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAEhC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;SACtB;QAED,IAAI,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SACvB;IACH,CAAC;CACF;AA1BD,0DA0BC"}

package/dist/store/store-balance.event.spec.js

@@ -13,12 +13,12 @@ describe('BalancePatchEvent', () => {
         const store = new _1.Store();
         let component;
         store.changes$.subscribe(it => (component = it));
-        store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
-        store.dispatch(new store_balance_event_1.BalancePatchEvent(base, 100, 0, timestamp));
+        store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
+        store.dispatch(new store_balance_event_1.BalancePatchEvent(base, (0, shared_1.d)(100), shared_1.d.Zero, timestamp));
         const balance = store.snapshot.balance.get(base.id);
         expect(balance).toEqual(component);
-        expect(balance.free).toEqual(100);
-        expect(balance.locked).toEqual(0);
+        expect(balance.free).toEqual((0, shared_1.d)(100));
+        expect(balance.locked).toEqual(shared_1.d.Zero);
         expect(balance.timestamp).toEqual(timestamp);
         expect(store.snapshot.timestamp).toEqual(timestamp);
     });

package/dist/store/store-balance.event.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../src/store/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8C;AAC9C,sCAAgC;AAChC,wBAA0B;AAC1B,+DAA0D;AAC1D,qEAAgE;AAEhE,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,QAAK,EAAE,CAAC;QAC1B,IAAI,SAAS,CAAC;QAEd,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,SAAS,GAAG,EAAE,CAAC,CAAC,CAAC;QAEjD,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,uCAAiB,CAAC,IAAI,EAAE,GAAG,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE/D,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEpD,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAClC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../src/store/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8C;AAC9C,sCAAmC;AACnC,wBAA0B;AAC1B,+DAA0D;AAC1D,qEAAgE;AAEhE,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,QAAK,EAAE,CAAC;QAC1B,IAAI,SAAS,CAAC;QAEd,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,SAAS,GAAG,EAAE,CAAC,CAAC,CAAC;QAEjD,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CACrF,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,uCAAiB,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;QAEvE,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEpD,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/store-instrument.event.js.map

@@ -1 +1 @@
-{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.ts"],"names":[],"mappings":";;;AAAA,sCAA8E;AAG9E,+CAAyC;AAGzC,MAAa,oBAAoB;IAC/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,UAAsB,EACtB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,eAAU,GAAV,UAAU,CAAY;QACtB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;IACzB,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,QAAQ,GAAG,IAAI,2BAAkB,CACrC,IAAI,CAAC,IAAI,CAAC,IAAI,EACd,IAAI,CAAC,KAAK,CAAC,IAAI,EACf,IAAI,CAAC,IAAI,CAAC,WAAW,CACtB,CAAC;QAEF,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE;YACzE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EACZ,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE,CAAC,CAAC,CAC1D,CAAC;YAEF,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,KAAK,CAAC,EAAE,EACb,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC,CAC5D,CAAC;YAEF,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,sBAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC;YAEtE,OAAO,IAAI,mBAAU,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC;QACzD,CAAC,CAAC,CAAC;QAEH,UAAU,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACtC,UAAU,CAAC,UAAU,GAAG,IAAI,CAAC,UAAU,CAAC;QAExC,IAAI,IAAI,CAAC,QAAQ,EAAE;YACjB,UAAU,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;SACrC;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AA1CD,oDA0CC;AAED,MAAa,2BAA2B;IACtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;IAC3B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;QAED,IAAI,IAAI,CAAC,UAAU,EAAE;YACnB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YACjD,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;YAC9E,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;SAChF;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AArBD,kEAqBC"}
+{"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.ts"],"names":[],"mappings":";;;AAAA,sCAA8E;AAI9E,+CAAyC;AAEzC,MAAa,oBAAoB;IAC/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,UAAsB,EACtB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,eAAU,GAAV,UAAU,CAAY;QACtB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;IACzB,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,QAAQ,GAAG,IAAI,2BAAkB,CACrC,IAAI,CAAC,IAAI,CAAC,IAAI,EACd,IAAI,CAAC,KAAK,CAAC,IAAI,EACf,IAAI,CAAC,IAAI,CAAC,WAAW,CACtB,CAAC;QAEF,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE;YACzE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EACZ,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE,CAAC,CAAC,CAC1D,CAAC;YAEF,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,KAAK,CAAC,EAAE,EACb,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC,CAC5D,CAAC;YAEF,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,sBAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC;YAEtE,OAAO,IAAI,mBAAU,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC;QACzD,CAAC,CAAC,CAAC;QAEH,UAAU,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACtC,UAAU,CAAC,UAAU,GAAG,IAAI,CAAC,UAAU,CAAC;QAExC,IAAI,IAAI,CAAC,QAAQ,EAAE;YACjB,UAAU,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;SACrC;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AA1CD,oDA0CC;AAED,MAAa,2BAA2B;IACtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;IAC3B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;QAED,IAAI,IAAI,CAAC,UAAU,EAAE;YACnB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YACjD,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;YAC9E,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;SAChF;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AArBD,kEAqBC"}

package/dist/store/store-instrument.event.spec.js

@@ -10,7 +10,7 @@ describe('InstrumentPatchEvent', () => {
         const store = new __1.Store();
         const base = new domain_1.Asset('de30', 'cex', 2);
         const quote = new domain_1.Asset('usd', 'cex', 2);
-        store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
+        store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
         const { universe } = store.snapshot;
         expect(universe.instrument.get('cex:de30-usd').base).toEqual(base);
         expect(universe.instrument.get('cex:de30-usd').quote).toEqual(quote);

package/dist/store/store-instrument.event.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAA8C;AAC9C,sCAAgC;AAChC,qEAAgE;AAEhE,QAAQ,CAAC,sBAAsB,EAAE,GAAG,EAAE;IACpC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QAEF,MAAM,EAAE,QAAQ,EAAE,GAAG,KAAK,CAAC,QAAQ,CAAC;QAEpC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7E,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAA8C;AAC9C,sCAAmC;AACnC,qEAAgE;AAEhE,QAAQ,CAAC,sBAAsB,EAAE,GAAG,EAAE;IACpC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CACrF,CAAC;QAEF,MAAM,EAAE,QAAQ,EAAE,GAAG,KAAK,CAAC,QAAQ,CAAC;QAEpC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7E,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/store-order.event.d.ts

@@ -1,5 +1,5 @@
 import { InstrumentSelector, Order } from '../domain';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { StoreEvent } from './store.event';
 import { State, StateChangeTracker } from './store-state';
 export declare class OrderLoadEvent implements StoreEvent {
@@ -24,9 +24,9 @@ export declare class OrderPendingEvent implements StoreEvent {
 export declare class OrderFilledEvent implements StoreEvent {
     readonly id: string;
     readonly instrument: InstrumentSelector;
-    readonly averageExecutionRate: number;
+    readonly averageExecutionRate: decimal;
     readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: number, timestamp: timestamp);
+    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
 export declare class OrderCancelingEvent implements StoreEvent {

package/dist/store/store-order.event.js.map

@@ -1 +1 @@
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package/dist/store/store-order.event.spec.js

@@ -9,7 +9,7 @@ describe('OrderLoadEvent', () => {
     test('should load order to store', () => {
         const timestamp = (0, shared_1.now)();
         const store = new store_1.Store();
-        const order = domain_1.Order.market(instrument, 1.0);
+        const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
         order.state = 'PENDING';
         store.snapshot.universe.instrument.upsert(instrument);
         store.snapshot.subscription.instrument.upsert(instrument);

package/dist/store/store-order.event.spec.js.map

@@ -1 +1 @@
-{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../src/store/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAAqD;AACrD,sCAAgC;AAChC,oCAAiC;AACjC,2DAAqD;AAErD,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAE5C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC/E,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../src/store/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAAqD;AACrD,sCAAmC;AACnC,oCAAiC;AACjC,2DAAqD;AAErD,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE/C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC/E,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/store/store-orderbook.event.d.ts

@@ -1,14 +1,12 @@
-import { InstrumentSelector } from '../domain';
+import { InstrumentSelector, Liquidity } from '../domain';
 import { timestamp } from '../shared';
 import { StoreEvent } from './store.event';
 import { State, StateChangeTracker } from './store-state';
 export declare class OrderbookPatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
-    readonly bestAskRate: number;
-    readonly bestAskQuantity: number;
-    readonly bestBidRate: number;
-    readonly bestBidQuantity: number;
+    readonly ask: Liquidity;
+    readonly bid: Liquidity;
     readonly timestamp: timestamp;
-    constructor(instrument: InstrumentSelector, bestAskRate: number, bestAskQuantity: number, bestBidRate: number, bestBidQuantity: number, timestamp: timestamp);
+    constructor(instrument: InstrumentSelector, ask: Liquidity, bid: Liquidity, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }

package/dist/store/store-orderbook.event.js

@@ -3,12 +3,10 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderbookPatchEvent = void 0;
 const domain_1 = require("../domain");
 class OrderbookPatchEvent {
-    constructor(instrument, bestAskRate, bestAskQuantity, bestBidRate, bestBidQuantity, timestamp) {
+    constructor(instrument, ask, bid, timestamp) {
         this.instrument = instrument;
-        this.bestAskRate = bestAskRate;
-        this.bestAskQuantity = bestAskQuantity;
-        this.bestBidRate = bestBidRate;
-        this.bestBidQuantity = bestBidQuantity;
+        this.ask = ask;
+        this.bid = bid;
         this.timestamp = timestamp;
     }
     handle(state, changes) {
@@ -18,21 +16,23 @@ class OrderbookPatchEvent {
         const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(state.universe.instrument.get(this.instrument.id)));
         state.timestamp = this.timestamp;
         orderbook.timestamp = this.timestamp;
-        orderbook.bestAskRate = orderbook.instrument.quote.fixed(this.bestAskRate);
-        orderbook.bestAskQuantity = orderbook.instrument.base.fixed(this.bestAskQuantity);
-        orderbook.bestBidRate = orderbook.instrument.quote.fixed(this.bestBidRate);
-        orderbook.bestBidQuantity = orderbook.instrument.base.fixed(this.bestBidQuantity);
+        orderbook.asks = this.ask;
+        orderbook.bids = this.bid;
         const quote = state.balance.get(orderbook.instrument.quote.id);
         if (quote) {
             for (const position of Object.values(quote.position)) {
                 if (position.instrument.id != orderbook.instrument.id) {
                     continue;
                 }
-                const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-                position.calculateEstimatedUnrealizedPnL(rate);
+                const rate = position.size.greaterThanOrEqualTo(0)
+                    ? orderbook.bids.rate
+                    : orderbook.asks.rate;
+                if (rate) {
+                    position.calculateEstimatedUnrealizedPnL(rate);
+                }
             }
-            if (quote.total < 0) {
-                throw new Error('liquidated');
+            if (quote.total.lessThan(0)) {
+                throw new Error('You have been liquidated.');
             }
         }
         changes.commit(orderbook);

package/dist/store/store-orderbook.event.js.map

@@ -1 +1 @@
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package/dist/store/store-orderbook.event.spec.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/store/store-orderbook.event.spec.js

@@ -0,0 +1,28 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const __1 = require("..");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const _1 = require(".");
+const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
+describe('OrderbookPatchEvent', () => {
+    let store;
+    beforeEach(() => {
+        store = new __1.Store();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+    });
+    test('should set a best bid and ask', () => {
+        const timestamp = (0, shared_1.now)();
+        const ask = { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2), next: undefined };
+        const bid = { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined };
+        store.dispatch(new _1.OrderbookPatchEvent(instrument, ask, bid, timestamp));
+        const orderbook = store.snapshot.orderbook.get(instrument.id);
+        expect(orderbook.timestamp).toEqual(timestamp);
+        expect(orderbook.instrument.id).toEqual(orderbook.instrument.id);
+        expect(orderbook.asks).toEqual(ask);
+        expect(orderbook.bids).toEqual(bid);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+});
+//# sourceMappingURL=store-orderbook.event.spec.js.map

package/dist/store/store-orderbook.event.spec.js.map

@@ -0,0 +1 @@
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package/dist/store/store-position.event.d.ts

@@ -1,5 +1,5 @@
 import { Instrument, Position, PositionMode } from '../domain';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { StoreEvent } from './store.event';
 import { State, StateChangeTracker } from './store-state';
 export declare class PositionLoadEvent implements StoreEvent {
@@ -11,11 +11,11 @@ export declare class PositionLoadEvent implements StoreEvent {
 export declare class PositionPatchEvent implements StoreEvent {
     readonly id: string;
     readonly instrument: Instrument;
-    readonly rate: number;
-    readonly size: number;
+    readonly rate: decimal;
+    readonly size: decimal;
     readonly leverage: number;
     readonly mode: PositionMode;
     readonly timestamp: timestamp;
-    constructor(id: string, instrument: Instrument, rate: number, size: number, leverage: number, mode: PositionMode, timestamp: timestamp);
+    constructor(id: string, instrument: Instrument, rate: decimal, size: decimal, leverage: number, mode: PositionMode, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }